Backtesting

BTC 5m Polymarket Backtesting Data

Backtest BTC 5m Polymarket Up/Down strategies with historical order book snapshots, spread, depth, and resolution metadata.

BTC 5m Polymarket backtesting data is built for short-horizon strategy research where execution quality matters. Five-minute markets create many repeated episodes, but their short lifecycle makes spread, latency, and available depth especially important.

Why BTC 5m Needs Order Book Data

  • Small timing errors can change fill price materially.
  • Depth can vanish quickly around fast BTC moves.
  • Midpoint-only tests usually overstate scalping performance.
  • Resolved outcomes let you score strategies against final settlement.

Useful Backtest Inputs

InputUse
BTC 5m snapshotsReplay probabilities, spread, and book depth through the market lifecycle.
UP and DOWN booksSimulate long and exit logic on both outcome tokens.
Resolution metadataCompute realized payoff and strategy PnL.
Reference price contextCompare Polymarket odds to BTC movement.

BTC 5m Markets at a Glance

DetailBTC 5m
Contract length5 minutes
Scheduled markets per day288
Markets in a 31-day Pro windowup to 8,928
Order book snapshots per market (300ms)up to ~1,000
Free planLast 50 markets (free, no card)
Pro plan ($17/mo)31 days of BTC 5m history, extendable to 90 days

List resolved BTC 5m markets with one request, then pull snapshots for any slug it returns:

curl -H "X-API-Key: YOUR_API_KEY" "https://api.polyhistorical.com/v1/markets?coin=BTC&market_type=5m&resolved=true&limit=20"

Counts are upper bounds for a full calendar window; check the market count your query actually returns before drawing conclusions.

Related Resources

Core Polymarket Data Resources